-65.6%
FSLY vs USFR
+21.4%
-87.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -17.9% | +0.1% | -18.0% | -18.2% |
| 30D | -34.7% | +0.4% | -35.1% | -35.5% |
| 3M | -40.0% | +1.1% | -41.1% | -42.2% |
| 6M | -11.8% | +2.1% | -13.9% | -17.6% |
| YTD | +69.5% | +3.4% | +66.1% | +53.6% |
| 1Y | +44.0% | +4.1% | +39.9% | +29.3% |
| 3Y | +5.2% | +14.4% | -9.2% | -16.6% |
| 5Y | -65.6% | +21.4% | -87.0% | -82.6% |
| All | -65.6% | +21.4% | -87.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling